It stands for tranched portfolio default swap; a variation of collateralized debt obligations (CDOs) in which the exposure to the…

A basket default swap which sets a maximum payout for each defaulted reference entity and a maximum aggregate payout over...

It stands for tranched portfolio default swap; a variation of collateralized debt obligations (CDOs) in which the exposure to the...

With respect to FTD credit derivatives (e.g., FTD credit swaps), it is the fixed spread the protection buyer pays to...

It stands for first-to-default spread; in connection with FTD credit derivatives (e.g., FTD credit swaps), it is the fixed spread...

A credit swap (a first-to-default credit derivative, FTD credit derivative) in which the credit event relates to the first time...

It stands for first-to-default credit swap; a credit swap (a first-to-default credit derivative, FTD credit derivative) in which the credit...

It stands for nth-to-default swap; a credit default swap (CDS) whereby the protection buyer makes a payment to the protection...

A credit default swap (CDS) that is linked to a basket of credit derivatives. This swap works primarily as if...

A credit default swap whereby the protection seller pays the protection buyer in case of default by one or more...